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August 12, 2016 12:00 AM

Developing Realistic Models of Financial Markets:
A Conversation with Lawrence Jin

Lawrence Jin (MS '06) is a new assistant professor of finance at Caltech. Born in Beijing, China, Jin studied physics and mathematics at Tsinghua University, earning bachelor's degrees in both fields in three years. In 2005, he came to the United States and earned a master's degree in electrical engineering at Caltech. Then he tried something completely different, spending a few years working as a research and trading analyst on Wall Street. Ultimately, he opted to pursue academic finance and earned his doctorate in financial economics at Yale University.

Jin's arrival at Caltech marks an important step in building a finance faculty to support Caltech's Business Management option and to expand the research activities of the Ronald and Maxine Linde Institute of Economic and Management Sciences. In the spring term, Jin taught courses in Behavioral Finance (BEM 114) and Asset Pricing Theory (SS 215).

Caltech News recently sat down with Jin to discuss the types of problems he is interested in, how psychology and neuroscience can help inform financial models, and what brought him back to Caltech. Read the full interview here.